+58.8%
ZTS vs ECL
+149.7%
-90.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.8% |
| 7D | -3.8% | -2.7% | -1.0% | -2.3% |
| 30D | -2.0% | -4.3% | +2.3% | +0.3% |
| 3M | -10.2% | +3.2% | -13.4% | -11.9% |
| 6M | -39.4% | -2.9% | -36.5% | -38.5% |
| YTD | -40.8% | +4.3% | -45.1% | -42.2% |
| 1Y | -50.1% | +1.6% | -51.8% | -50.8% |
| 3Y | -58.9% | +54.3% | -113.2% | -68.0% |
| 5Y | -62.4% | +26.5% | -88.8% | -68.3% |
| 10Y | +58.8% | +155.6% | -96.8% | -13.7% |
| All | +58.8% | +149.7% | -90.9% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling